Scalper EMA Simple Strategy

using System;

using Ecng.Common;

using StockSharp.Algo.Indicators;
using StockSharp.Algo.Strategies;
using StockSharp.BusinessEntities;
using StockSharp.Messages;

namespace StockSharp.Samples.Strategies;

/// <summary>
/// EMA scalper strategy combining fast/slow EMA trend with stochastic momentum.
/// Buys when fast EMA > slow EMA and stochastic is oversold.
/// Sells when fast EMA below slow EMA and stochastic is overbought.
/// </summary>
public class ScalperEmaSimpleStrategy : Strategy
{
	private readonly StrategyParam<int> _fastEmaPeriod;
	private readonly StrategyParam<int> _slowEmaPeriod;
	private readonly StrategyParam<decimal> _stochOversold;
	private readonly StrategyParam<decimal> _stochOverbought;
	private readonly StrategyParam<DataType> _candleType;

	public int FastEmaPeriod
	{
		get => _fastEmaPeriod.Value;
		set => _fastEmaPeriod.Value = value;
	}

	public int SlowEmaPeriod
	{
		get => _slowEmaPeriod.Value;
		set => _slowEmaPeriod.Value = value;
	}

	public decimal StochOversold
	{
		get => _stochOversold.Value;
		set => _stochOversold.Value = value;
	}

	public decimal StochOverbought
	{
		get => _stochOverbought.Value;
		set => _stochOverbought.Value = value;
	}

	public DataType CandleType
	{
		get => _candleType.Value;
		set => _candleType.Value = value;
	}

	public ScalperEmaSimpleStrategy()
	{
		_fastEmaPeriod = Param(nameof(FastEmaPeriod), 20)
			.SetDisplay("Fast EMA", "Fast EMA period", "Indicators");

		_slowEmaPeriod = Param(nameof(SlowEmaPeriod), 50)
			.SetDisplay("Slow EMA", "Slow EMA period", "Indicators");

		_stochOversold = Param(nameof(StochOversold), 10m)
			.SetDisplay("Stochastic Oversold", "Oversold level", "Indicators");

		_stochOverbought = Param(nameof(StochOverbought), 90m)
			.SetDisplay("Stochastic Overbought", "Overbought level", "Indicators");

		_candleType = Param(nameof(CandleType), TimeSpan.FromMinutes(60).TimeFrame())
			.SetDisplay("Candle Type", "Primary candle series", "General");
	}

	/// <inheritdoc />
	protected override void OnStarted2(DateTime time)
	{
		base.OnStarted2(time);

		var fastEma = new ExponentialMovingAverage { Length = FastEmaPeriod };
		var slowEma = new ExponentialMovingAverage { Length = SlowEmaPeriod };
		var stochK = new StochasticK { Length = 14 };

		var subscription = SubscribeCandles(CandleType);
		subscription
			.Bind(fastEma, slowEma, stochK, ProcessCandle)
			.Start();

		var area = CreateChartArea();
		if (area != null)
		{
			DrawCandles(area, subscription);
			DrawIndicator(area, fastEma);
			DrawIndicator(area, slowEma);
			DrawOwnTrades(area);
		}
	}

	private void ProcessCandle(ICandleMessage candle, decimal fastValue, decimal slowValue, decimal stochK)
	{
		if (candle.State != CandleStates.Finished)
			return;

		// Buy: uptrend (fast > slow) + stochastic oversold
		if (fastValue > slowValue && stochK < StochOversold && Position <= 0)
		{
			BuyMarket(Position < 0 ? Math.Abs(Position) + 1 : 1);
		}
		// Sell: downtrend (fast < slow) + stochastic overbought
		else if (fastValue < slowValue && stochK > StochOverbought && Position >= 0)
		{
			SellMarket(Position > 0 ? Math.Abs(Position) + 1 : 1);
		}
	}
}

import clr

clr.AddReference("StockSharp.Messages")
clr.AddReference("StockSharp.Algo")
clr.AddReference("StockSharp.Algo.Indicators")
clr.AddReference("StockSharp.Algo.Strategies")

from System import TimeSpan
from StockSharp.Messages import DataType, CandleStates
from StockSharp.Algo.Indicators import ExponentialMovingAverage, StochasticK
from StockSharp.Algo.Strategies import Strategy

class scalper_ema_simple_strategy(Strategy):
    def __init__(self):
        super(scalper_ema_simple_strategy, self).__init__()

        self._candle_type = self.Param("CandleType", DataType.TimeFrame(TimeSpan.FromMinutes(60)))
        self._fast_ema_period = self.Param("FastEmaPeriod", 20)
        self._slow_ema_period = self.Param("SlowEmaPeriod", 50)
        self._stoch_oversold = self.Param("StochOversold", 10.0)
        self._stoch_overbought = self.Param("StochOverbought", 90.0)

    @property
    def CandleType(self):
        return self._candle_type.Value

    @CandleType.setter
    def CandleType(self, value):
        self._candle_type.Value = value

    @property
    def FastEmaPeriod(self):
        return self._fast_ema_period.Value

    @FastEmaPeriod.setter
    def FastEmaPeriod(self, value):
        self._fast_ema_period.Value = value

    @property
    def SlowEmaPeriod(self):
        return self._slow_ema_period.Value

    @SlowEmaPeriod.setter
    def SlowEmaPeriod(self, value):
        self._slow_ema_period.Value = value

    @property
    def StochOversold(self):
        return self._stoch_oversold.Value

    @StochOversold.setter
    def StochOversold(self, value):
        self._stoch_oversold.Value = value

    @property
    def StochOverbought(self):
        return self._stoch_overbought.Value

    @StochOverbought.setter
    def StochOverbought(self, value):
        self._stoch_overbought.Value = value

    def OnReseted(self):
        super(scalper_ema_simple_strategy, self).OnReseted()

    def OnStarted2(self, time):
        super(scalper_ema_simple_strategy, self).OnStarted2(time)

        fast_ema = ExponentialMovingAverage()
        fast_ema.Length = self.FastEmaPeriod
        slow_ema = ExponentialMovingAverage()
        slow_ema.Length = self.SlowEmaPeriod
        stoch_k = StochasticK()
        stoch_k.Length = 14

        subscription = self.SubscribeCandles(self.CandleType)
        subscription.Bind(fast_ema, slow_ema, stoch_k, self._process_candle).Start()

    def _process_candle(self, candle, fast_value, slow_value, stoch_value):
        if candle.State != CandleStates.Finished:
            return

        fast_val = float(fast_value)
        slow_val = float(slow_value)
        stoch_val = float(stoch_value)

        # Buy: uptrend (fast > slow) + stochastic oversold
        if fast_val > slow_val and stoch_val < float(self.StochOversold) and self.Position <= 0:
            self.BuyMarket()
        # Sell: downtrend (fast < slow) + stochastic overbought
        elif fast_val < slow_val and stoch_val > float(self.StochOverbought) and self.Position >= 0:
            self.SellMarket()

    def CreateClone(self):
        return scalper_ema_simple_strategy()